ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	120-265	120-000	-0-265	-0.7%	122-235
High	121-045	120-255	-0-110	-0.3%	123-120
Low	119-290	119-110	-0-180	-0.5%	119-290
Close	120-070	120-210	0-140	0.4%	120-070
Range	1-075	1-145	0-070	17.7%	3-150
ATR	1-007	1-017	0-010	3.0%	0-000
Volume	817,037	983,393	166,356	20.4%	5,871,322

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-200	124-030	121-146
R3	123-055	122-205	121-018
R2	121-230	121-230	120-295
R1	121-060	121-060	120-253	121-145
PP	120-085	120-085	120-085	120-128
S1	119-235	119-235	120-167	120-000
S2	118-260	118-260	120-125
S3	117-115	118-090	120-082
S4	115-290	116-265	119-274

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-183	129-117	122-040
R3	128-033	125-287	121-055
R2	124-203	124-203	120-274
R1	122-137	122-137	120-172	121-255
PP	121-053	121-053	121-053	120-272
S1	118-307	118-307	119-288	118-105
S2	117-223	117-223	119-186
S3	114-073	115-157	119-085
S4	110-243	112-007	118-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-100	119-110	3-310	3.3%	1-131	1.2%	33%	False	True	1,220,527
10	124-180	119-110	5-070	4.3%	1-070	1.0%	25%	False	True	1,157,401
20	124-310	119-110	5-200	4.7%	1-018	0.9%	23%	False	True	669,500
40	127-080	119-110	7-290	6.6%	0-286	0.7%	17%	False	True	338,254
60	127-080	119-110	7-290	6.6%	0-248	0.6%	17%	False	True	225,650
80	127-080	119-110	7-290	6.6%	0-201	0.5%	17%	False	True	169,242
100	127-080	119-110	7-290	6.6%	0-162	0.4%	17%	False	True	135,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-311
2.618	124-192
1.618	123-047
1.000	122-080
0.618	121-222
HIGH	120-255
0.618	120-077
0.500	120-022
0.382	119-288
LOW	119-110
0.618	118-143
1.000	117-285
1.618	116-318
2.618	115-173
4.250	113-054

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	120-148	120-172
PP	120-085	120-133
S1	120-022	120-095

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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